A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process
Year of publication: |
2014
|
---|---|
Authors: | Scalas, Enrico ; Viles, Noèlia |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 124.2014, 1, p. 385-410
|
Publisher: |
Elsevier |
Subject: | Skorokhod space | J1-topology | M1-topology | Fractional Poisson process | Stable subordinator | Inverse stable subordinator | Renewal process | Mittag-Leffler waiting time | Continuous time random walk | Functional Limit Theorem |
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